Recent Developments in Bayesian Econometrics and Their Applications Festschrift in Honour of Sune Karlsson /
The original contributions on Bayesian econometrics gathered in this book pay tribute to Sune Karlsson, celebrating his significant work in time series econometrics and its applications in macroeconomics and finance. The volume consists of both methodological and empirical studies by leading experts...
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| Diğer Yazarlar: | , |
| Materyal Türü: | Elektronik Ekitap |
| Dil: | İngilizce |
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Springer Nature Switzerland : Imprint: Springer,
2025.
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| Edisyon: | 1st ed. 2025. |
| Konular: | |
| Online Erişim: | https://doi.org/10.1007/978-3-032-00110-8 |
| Etiketler: |
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İçindekiler:
- - Forecasting with Bayesian Vector Autoregressions Revisited
- Large Bayesian Tensor VARs with Stochastic Volatility
- Measuring Sub-Regional Economic Activity: Missing Frequencies and Missing Data
- VAR Models with Fat Tails and Dynamic Asymmetry
- International Transmission of Macroeconomic Uncertainty in Small
- Modeling Local Predictive Ability using Power-Transformed Gaussian Processes
- Spectral Domain Likelihoods for Bayesian Inference in Time-Varying Parameter Models
- Bayesian Regularization of the Tangency Portfolio
- Predictive Decision Synthesis for Portfolios: Betting on Better Models.